Adaptive Bayesian SLOPE: Model Selection With Incomplete Data

DOI10.1080/10618600.2021.1963263OpenAlexW3206760743MaRDI QIDQ5083360FDOQ5083360

Authors:

Publication date: 22 June 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.06631

zbMATH Keywords

incomplete datapenalized regressionspike and slab priorstochastic approximation EMhealth dataFDR control

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• EMVS: the EM approach to Bayesian variable selection
• The Adaptive Lasso and Its Oracle Properties
• Title not available (Why is that?)
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• Distributed optimization and statistical learning via the alternating direction method of multipliers
• On the conditions used to prove oracle results for the Lasso
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• Inference and missing data
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• Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
• High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
• A well-conditioned estimator for large-dimensional covariance matrices
• Adaptive robust variable selection
• Model selection criteria for missing-data problems using the EM algorithm
• Convergence of a stochastic approximation version of the EM algorithm
• False discoveries occur early on the Lasso path
• Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
• Controlling the false discovery rate via knockoffs
• Bayesian estimation of sparse signals with a continuous spike-and-slab prior
• The spike-and-slab LASSO
• SLOPE-adaptive variable selection via convex optimization
• Variable selection and prediction with incomplete high-dimensional data
• Variable Selection with Incomplete Covariate Data
• SLOPE is adaptive to unknown sparsity and asymptotically minimax
• CoCoLasso for high-dimensional error-in-variables regression
• Slope meets Lasso: improved oracle bounds and optimality
• Statistical Analysis with Missing Data, Third Edition
• Penalized pairwise pseudo likelihood for variable selection with nonignorable missing data
• Logistic regression with missing covariates -- parameter estimation, model selection and prediction within a joint-modeling framework
• Generating missing values for simulation purposes: a multivariate amputation procedure
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• Group SLOPE – Adaptive Selection of Groups of Predictors

Cited In (4)

• High-dimensional sparse index tracking based on a multi-step convex optimization approach
• Polynomial-chaos-based conditional statistics for probabilistic learning with heterogeneous data applied to atomic collisions of helium on graphite substrate
• Regression with variable dimension covariates
• Probabilistic-learning-based stochastic surrogate model from small incomplete datasets for nonlinear dynamical systems

Uses Software

• R
• glmnet
• randomForest
• missMDA
• MICE
• EMVS
• lass0

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